+203.8%
CDE vs PRU
+806.6%
-602.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +0.5% | +1.9% | -1.3% | -0.1% |
| 30D | +21.9% | +2.7% | +19.1% | +20.6% |
| 3M | +14.9% | +19.5% | -4.5% | +8.1% |
| 6M | -10.5% | +26.6% | -37.1% | -17.4% |
| YTD | +19.3% | +12.3% | +6.9% | +14.2% |
| 1Y | +50.8% | +18.0% | +32.8% | +41.6% |
| 3Y | +782.3% | +47.0% | +735.3% | +668.8% |
| 5Y | +191.7% | +48.4% | +143.3% | +152.4% |
| 10Y | +57.6% | +142.4% | -84.8% | +8.0% |
| All | +203.8% | +806.6% | -602.8% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling